+141.7%
CCEP vs UPST
-92.3%
+234.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -8.3% | +8.3% | +0.4% |
| 7D | +5.4% | -4.5% | +9.9% | +5.5% |
| 30D | +12.8% | -15.3% | +28.1% | +13.4% |
| 3M | +10.9% | -32.4% | +43.3% | +12.4% |
| 6M | +25.6% | -29.5% | +55.2% | +26.9% |
| YTD | +31.0% | -53.3% | +84.3% | +34.0% |
| 1Y | +32.3% | -47.4% | +79.6% | +34.4% |
| 3Y | +110.5% | -2.2% | +112.7% | +101.5% |
| All | +141.7% | -92.3% | +234.0% | +141.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded UPST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling